PCA Index Dashboard Examples

PCA Index Dashboard Examples#

This script was last run at 2024-03-13 13:39:05.197988+00:00 (UTC)
In US/Central Time, this is 2024-03-13 08:39:05.197988-05:00
High Yield Index OAS 10Y-2Y Spread VIX CP - Treasury Spread, 3m NASDAQ Ret (transformed) 10-Year Treasury (transformed)
DATE
1997-01-02 -0.897794 -0.476537 0.085297 -0.006968 0.546067 0.254942
1997-01-03 -0.886086 -0.476537 -0.156467 0.008556 0.745623 0.205797
1997-01-06 -0.882184 -0.476537 -0.065054 -0.014730 0.778496 0.269723
1997-01-07 -0.882184 -0.455704 -0.130006 -0.045779 0.838116 0.383307
1997-01-08 -0.893892 -0.455704 -0.022956 -0.084590 0.786157 0.496500
... ... ... ... ... ... ...
2024-03-06 -0.815839 -1.528618 -0.713367 1.669670 1.123642 -0.203220
2024-03-07 -0.815839 -1.497368 -0.720584 1.809390 1.132966 -0.250780
2024-03-08 -0.819741 -1.476535 -0.684499 1.871488 1.023184 -0.227792
2024-03-11 -0.819741 -1.497368 -0.626765 1.871488 0.924885 -0.175476
2024-03-12 -0.843157 -1.507785 -0.626765 1.871488 1.034909 -0.175476

7185 rows × 6 columns

../../_images/16602781dcf6e6f06f596849a4d0e7c588796d15092fddcfceab0d6e26a10475.png
pc1
DATE
1997-01-02   -0.579687
1997-01-03   -0.685916
1997-01-06   -0.668792
1997-01-07   -0.705194
1997-01-08   -0.674836
                ...   
2024-03-06   -1.512259
2024-03-07   -1.532359
2024-03-08   -1.511494
2024-03-11   -1.487052
2024-03-12   -1.521742
Name: PC1, Length: 7185, dtype: float64
# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()
<Axes: xlabel='DATE'>
../../_images/74c003a65d1270afef509d8873e96e3ee4c0dce566c27ec8f4b495a75257a48e.png
fig = px.line(pc1)
fig.show()
../../_images/1b32da8f2dbc55741680b19a84128ef1184b9914736fec978723eea470fbe63b.png